| Range | Return | Sharpe | Win% | Ave | Ave+ | Ave- | Max- | Underwater | Days % |
|---|---|---|---|---|---|---|---|---|---|
| 20 | 1 | 1.3 | 55 | 0 | 5 | (5) | (14) | 0 | 100 |
| 60 | 3 | 1.5 | 56 | 1 | 8 | (8) | (32) | (1) | 98 |
| 120 | 5 | 2 | 55 | 1 | 10 | (8) | (32) | (1) | 96 |
| 250 | 10 | 2.7 | 57 | 4 | 16 | (11) | (97) | (2) | 98 |
| 500 | 11 | 3.1 | 57 | 4 | 17 | (11) | (97) | (2) | 98 |
| 760 | 14 | 4 | 57 | 5 | 18 | (10) | (97) | (2) | 97 |
| 1260 | 11 | 3.7 | 56 | 4 | 15 | (9) | (97) | (2) | 97 |
| 2520 | 14 | 3.7 | 58 | 5 | 17 | (10) | (210) | (2) | 97 |
| All | 10 | 3.3 | 57 | 4 | 14 | (9) | (210) | (2) | 97 |
| Year | 1 | 2 | 3 | 4 | 5 | 6 | 7 | 8 | 9 | 10 | 11 | 12 | R | Sharpe | Win% | Trades | MaxLoss | UW | Max | Ave |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Avg | 1.8 | 0.6 | 1 | 0.6 | 1.5 | 0.4 | 1 | 0.6 | 0.9 | 0.9 | 1.6 | 1 | 12 | 3.9 | 56 | 259.6 | (0.6) | (1.1) | 1.8 | 0.7 |
| 2017 | 0.1 | 0.1 | 0.3 | 0.5 | (0.1) | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.9 | 1.3 | 54.4 | 93 | (0.3) | (0.7) | 1.3 | 0.4 |
| 2016 | 1.4 | 1.7 | 0.2 | (0.4) | 1.4 | 2.3 | (0.1) | 1.2 | 0.6 | 1.8 | 2.9 | 0.5 | 13.5 | 3.3 | 57.1 | 261 | (1) | (1.7) | 1.9 | 0.7 |
| 2015 | 5.6 | 0 | 2.4 | 1.5 | 2.5 | (0.2) | 2.3 | 1.2 | 0.8 | 0.4 | 1.9 | 0.5 | 18.9 | 4.9 | 57.9 | 261 | (0.6) | (1.1) | 1.9 | 0.9 |
| 2014 | 0.9 | (0.5) | 0.8 | 0.1 | 0.1 | 0 | 0.5 | (0.1) | 3 | 1.2 | 0.4 | 2.9 | 9.3 | 4 | 51.6 | 260 | (0.3) | (0.8) | 2 | 0.8 |
| 2013 | 0.4 | 1.2 | 1.2 | 1.5 | 1 | 0.6 | 1.5 | 0.6 | 0.6 | 0.2 | 1.4 | 0.8 | 11 | 4.7 | 59.1 | 257 | (0.3) | (1) | 1.4 | 0.6 |
| 2012 | 0.6 | 0.4 | 0.4 | 0.3 | 2.7 | (0.5) | 1 | 0.1 | (0.3) | 0.9 | 1.2 | 0.4 | 7.2 | 2.9 | 54.2 | 259 | (0.6) | (0.8) | 1.7 | 0.6 |
| 2011 | 0.3 | 0.4 | 1.1 | 0.4 | 1.4 | 0.4 | 0.9 | 0 | 3.4 | 1.2 | 1.7 | 0.2 | 11.4 | 3.8 | 56.9 | 253 | (0.5) | (1.1) | 1.8 | 0.5 |
| 2010 | 1.7 | (0.1) | 0.9 | 0.2 | 3.6 | 1.9 | 1 | 0.3 | 0.5 | 0.5 | 1.5 | 0.5 | 12.5 | 5 | 60.9 | 243 | (0.6) | (0.7) | 1.2 | 0.4 |
| 2009 | 6.7 | 2.4 | 2.6 | 2 | 1.1 | 1.9 | 0.5 | 0.5 | 0.3 | 0.8 | (0.7) | 1.7 | 19.8 | 4.1 | 61.7 | 255 | (1.2) | (1.5) | 1.7 | 0.4 |
| 2008 | 0.6 | 1.4 | 0.8 | 1 | (0.6) | (0.3) | 0.8 | 3.3 | 3.2 | 14.4 | 6.7 | 2.2 | 33.5 | 4.2 | 61.8 | 261 | (2.1) | (2.2) | 2 | 0.7 |
| 2007 | 0.1 | 0.6 | (0.3) | 0.3 | 0.6 | 0.5 | 0.5 | 0.3 | 0.6 | 2.2 | 2.5 | (0.4) | 7.5 | 3.9 | 55 | 259 | (0.3) | (0.9) | 1.3 | 0.4 |
| 2006 | 0.6 | 0.4 | 1.5 | 1.4 | 0.1 | 0 | 0.2 | (0.2) | 0.3 | 0.5 | 0 | (0.1) | 4.7 | 2.7 | 59.7 | 251 | (0.5) | (0.9) | 1.2 | 0.4 |
| 2005 | (0.1) | 0.4 | 0.8 | 0 | 1.7 | 0.5 | (0.5) | (0.1) | 0.7 | 0.3 | 1.1 | 0.9 | 5.7 | 2.9 | 56.1 | 254 | (0.5) | (1.1) | 1.3 | 0.4 |
| 2004 | 0.1 | (0.7) | 1.4 | 0.9 | 1.3 | 0.1 | 0.2 | 0 | (0.1) | 0.8 | (0.1) | (0.3) | 3.6 | 1.9 | 50.4 | 235 | (0.5) | (0.9) | 1.2 | 0.3 |
| 2003 | 0.7 | 1.1 | 0.3 | 1.4 | 0.4 | 0.6 | 1.1 | (0.2) | 0.2 | 0.5 | 0.3 | 0.8 | 7.2 | 3.9 | 56.1 | 249 | (0.3) | (0.9) | 1.1 | 0.3 |
| 2002 | 0.7 | (0.4) | 0.3 | 0.4 | 0.6 | (0.1) | 1 | 0.5 | 0.6 | 0.1 | (0.1) | (0.4) | 3.2 | 1.8 | 53 | 242 | (0.3) | (0.8) | 0.8 | 0.3 |
| 2001 | 1.3 | 0.6 | 0.8 | 0.5 | 0.1 | 0.3 | 0.5 | 1.4 | 1.6 | (0.1) | 0.5 | 1 | 8.5 | 4.5 | 57.1 | 253 | (0.3) | (0.6) | 1.1 | 0.3 |
| 2000 | 0.5 | 0.1 | (0.4) | 0.7 | 0.7 | 0.6 | (0.5) | 1.1 | 0.8 | 0.4 | 1 | 2.3 | 7.3 | 3.6 | 58.2 | 235 | (0.2) | (0.9) | 0.8 | 0.3 |